Description

This analysis provides a forecast of OM prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-15 1.898404 2.526235 3.384167 4.674514 6.624908e+00 9.565671e+00 14.549337
2024-12-22 1.338386 2.040569 3.187711 5.321375 9.507178e+00 1.817477e+01 40.331860
2024-12-29 1.012503 1.730191 3.099793 6.208236 1.417500e+01 3.794579e+01 144.454524
2025-01-05 0.778760 1.466837 2.973249 7.101031 2.106320e+01 8.534968e+01 758.097421
2025-01-12 0.567717 1.149229 2.562926 7.075167 2.658315e+01 1.667085e+02 5150.283993
2025-01-19 0.414312 0.887027 2.136199 6.665985 3.111929e+01 3.117125e+02 84638.798188
2025-01-26 0.330686 0.751639 1.970153 7.084330 4.348756e+01 8.897137e+02 NaN
2025-02-02 0.282416 0.684380 1.970350 8.364767 7.336184e+01 5.228622e+03 NaN
2025-02-09 0.248639 0.641877 2.034409 10.348143 1.412894e+02 1.357764e+05 NaN
2025-02-16 0.210987 0.570943 1.948334 11.480520 2.366853e+02 5.515772e+08 NaN
2025-02-23 0.173412 0.484170 1.737270 11.362243 3.249241e+02 NaN NaN
2025-03-02 0.141827 0.405026 1.507824 10.671605 4.000556e+02 NaN NaN
2025-03-09 0.123779 0.368156 1.466431 12.064372 8.107930e+02 NaN NaN
2025-03-16 0.108037 0.333074 1.410236 13.380740 1.738009e+03 NaN NaN
2025-03-23 0.096097 0.307381 1.387650 15.408244 4.906574e+03 NaN NaN
2025-03-30 0.085500 0.282543 1.351679 17.425571 1.678833e+04 NaN NaN
2025-04-06 0.073033 0.245098 1.205694 16.743363 3.234559e+04 NaN NaN
2025-04-13 0.061858 0.209335 1.045516 15.129952 4.562713e+04 NaN NaN
2025-04-20 0.055117 0.190423 0.987939 15.890544 2.008009e+05 NaN NaN
2025-04-27 0.051126 0.182144 1.000821 19.010437 1.817548e+07 NaN NaN
2025-05-04 0.048242 0.177803 1.042375 24.146111 NaN NaN NaN
2025-05-11 0.044222 0.166517 1.017743 26.960062 NaN NaN NaN
2025-05-18 0.039467 0.149998 0.933627 26.270339 NaN NaN NaN